EFTA01594599.pdf

SOUTHERN TRUST COMPANY, INC 6100 RED HOOK QUARTER, B3 ST. THOMAS 00802 VIRGIN ISLANDS (U.S.) EFTA01594599 EFTA01594600 For the Period 9/1/13 to 9/30/13 Account Summary Account Number Investment Account(s) SOUTHERN TRUST COMPANY, INC SOUTHERN TRUST COMPANY, INC SOUTHERN TRUST COMPANY, INC Total Value W97565001, 24279849 2 W97565803, Beginning Net Market Value 5,139,802.17 66,408.87 0.00 $5,206,211.04 Ending Net Market Value 6,108,928.48 78,688.51 0.00 $6,187,616.99 This account summary is provided for informational purposes and includes assets at different entities. (1) Assets held at JPMorgan Chase Bank, N.A., member Federal Deposit Insurance Corporation ("FDIC"), except for exchangelisted options, which are held at 3PMorgan Clearing Corporation ("JPMCC"). The Asset Account Statement reflects brokerage transactions executed through J.P. Morgan Securities LLC ("JPMS"), see "Portfolio Activity Detail". Equity securities, fixed income securities, and listed options transactions are generally cleared through JPMCC, a wholly owned subsidiary of 3PMS. Please see "Additional Information About Your Accounts" at the end of the Asset Account Statement. (2) Assets held in Margin Account at JPMCC, member Financial Regulatory Authority ("FINRA") and Securities Insurance Protection Corporation ("SIPC"). The Margin Account Statement reflects brokerage transactions executed by JPMS, see "Portfolio Activity Detail". Such transactions are cleared and carried through JPMCC. Please see disclosures located at the end of this statement package for important information relating to each 3.P.Morgan account(s). Change In Value 969,126.31 12,279.64 0.00 $981,405.95 Start on Page EFTA01594601 4 42 50 Client News J.P. Morgan Securities LLC's (JPMS LLC) and J.P. Morgan Clearing Corp.'s (JPMCC) Net Capital and Net Capital Requirements At June 30, 2013, JPMS LLC's net capital of $13.8 billion exceeded the minimum regulatory net capital requirement of $1.8 billion by $12.0 billion. JPMCC's net capital of $6.7 billion was approximately 7.9% of aggregate debit items and exceeded the minimum regulatory net capital requirement of $1.7 billion by $5.0 billion. Complete copies of JPMS LLC's and JPMCC's individual unaudited Statement of Financial Condition may be obtained, at no cost, by accessing: http://investor.shareholder.com/jpmorganchase/financialcondition.cfm Additionally, you may call 1-866-576-1300 to request a hard copy of the statement. 0000007990.15.0.15.00001.SOUTHAF.20131002 Consolidated Statement Page 1 EFTA01594602 THIS PAGE INTENTIONALLY LEFT BLANK EFTA01594603 For the Period 9/1/13 to 9/30/13 Consolidated Summary INVESTMENT ACCOUNTS Asset Allocation Equity Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value (31,880.00) 5,238,045.89 $5,206,165.89 45.15 $5,206,211.04 Ending Market Value (8,450.00) 6,153,522.44 $6,145,072.44 42,544.55 $6,187,616.99 Change In Value 23,430.00 915,476.55 $938,906.55 42,499.40 $981,405.95 Estimated Current Annual Income Allocation 100,535.81 $100,535.81 100% 100% Current Portfolio Activity Beginning Market Value Net Contributions/Withdrawals Income & Distributions Change in Investment Value Ending Market Value Accruals Market Value with Accruals Period Value 5,206,165.89 1,820,000.00 (304,978.68) (576,114.77) EFTA01594604 $6,145,072.44 42,544.55 $6,187,616.99 Year-to-Date Value 0.00 6,820,000.00 (267,985.48) (406,942.08) $6,145,072.44 42,544.55 $6,187,616.99 This Consolidated Summary shows all of your investments at J.P. Morgan other than investments we hold in trust for you. These investments may be held in custody or investment management account at JPMorgan Chase Bank, N.A. (the "Bank") or in a brokerage or margin account at J.P. Morgan Clearing Corp. ("JPMCC"). Brokerage and margin accounts are non-discretionary and all investment decisions are made by the client. J.P. Morgan Securities LLC ("JPMS") does not provide advice on asset allocation or investment management services, nor do its personnel take discretion over any client accounts. Such advice and services are provided exclusively by the Bank. Consolidated Statement Page 2 EFTA01594605 For the Period 9/1/13 to 9/30/13 Consolidated Summary INVESTMENT ACCOUNT(S) YEAR-TO-DATE Portfolio Activity SOUTHERN TRUST COMPANY, INC SOUTHERN TRUST COMPANY, INC Total Value Income Summary SOUTHERN TRUST COMPANY, INC SOUTHERN TRUST COMPANY, INC Total Value Account Number W97565001 24279849 Beginning Market Value 0.00 0.00 $0.00 Account Number W97565001 24279849 ($267,985.48) 'Unrealized Gain/Loss represents data from the time of account inception to the current statement period. Net Contributions/ Withdrawals 6,742,600.00 77,400.00 $6,820,000.00 Income (267,985.48) 619.07 $619.07 Income Other Income & Receipts Income & Distributions (267,985.48) ($267,985.48) Short-term Change in Investment Value (408,230.59) 1,288.51 ($406,942.08) Realized Gain/Loss Long-term EFTA01594606 Ending Market Value with Accruals 6,108,928.48 78,688.51 $6,187,616.99 Unrealized Gain/Loss, (417,295.86) 669.44 ($416,626.42) CONTINUED Consolidated Statement Page 3 EFTA01594607 JPMorgan Chase Bank, N.A. 270 Park Avenue, New York, NY 10017-2014 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Asset Account J.P. Morgan Team William Sheridan Justin Nelson Paul Barrett Janet Young Gina Magliocco Jason Grosse Online access Banker Banker Investment Specialist Client Service Team Client Service Team Client Service Team www.jpmorganonline.com Please see disclosures located at the end of this statement package for tion relating to each J.P.Morgan account(s). Table of Contents Account Summary Holdings Equity Cash & Fixed Income Portfolio Activity Page 2 4 5 12 Account W97565001 Page 1 of 38 Consolidated Statement Page 4 EFTA01594608 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Account Summary Asset Allocation Equity Cash & Fixed Income Market Value Accruals Market Value with Accruals Beginning Market Value 0.00 5,139,757.02 $5,139,757.02 45.15 $5,139,802.17 Ending Market Value 1,350.00 6,065,033.93 $6,066,383.93 42,544.55 $6,108,928.48 Current Portfolio Activity Beginning Market Value Contributions Withdrawals & Fees Securities Transferred In Net Contributions/Withdrawals Income & Distributions Change In Investment Value Ending Market Value Accruals Market Value with Accruals 1,820,000.00 $1,820,000.00 (304,978.68) (588,394.41) $6,066,383.93 42,544.55 $6,108,928.48 Period Value 5,139,757.02 Change In Value 1,350.00 925,276.91 $926,626.91 42,499.40 $969,126.31 EFTA01594609 Year-to-Date Value 0.00 5,000,000.00 (77,400.00) 1,820,000.00 $6,742,600.00 (267,985.48) (408,230.59) $6,066,383.93 42,544.55 $6,108,928.48 Estimated Current Annual Income Allocation 1% 100,535.81 $100,535.81 99% 100% Equity Asset Allocation Cash & Fixed Income Account W97565001 Page 2 of 38 Consolidated Statement Page 5 EFTA01594610 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Account Summary Income Summary Currency Gain/Loss Interest Income Income CONTINUED Current Period Value (305,023.83) 45.15 ($304,978.68) Year-to-Date Value (268,049.90) 64.42 ($267,985.48) Unrealized Gain/Loss To-Date Value ($417,295.86) Cost Summary Equity Cash & Fixed Income Total 6,453,659.16 Cost 955.36 $6,454,614.52 Account W97565001 Page 3 of 38 Consolidated Statement Page 6 EFTA01594611 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Equity Summary Asset Categories Concentrated & Other Equity Beginning Market Value 0.00 Ending Market Value 1,350.00 Change In Value 1,350.00 Current Allocation 1% Current Market Value/Cost Market Value Cost Unrealized Gain/Loss Equity Detail Price Concentrated & Other Equity CHICAGO BOARD OPTIONS EXCHANGE INDEX CALL 10/16/13 @ 16 Underlying Asset Price = $16.60 12497K-9L-Z VIX 1.35 10.000 1,350.00 955.36 394.64 Quantity Value Adjusted Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield Period Value 1,350.00 955.36 394.64 Account W97565001 Page 4 of 38 Consolidated Statement Page 7 EFTA01594612 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Cash & Fixed Income Summary Beginning Asset Categories Cash Non-US Fixed Income Complementary Structured Strategies Foreign Exchange Contracts Total Value Market Value/Cost Market Value Cost Unrealized Gain/Loss Estimated Annual Income Accrued Interest Yield SUMMARY BY MATURITY 1 Cash & Fixed Income 0-6 months 1-5 years, Total Value 1 Market Value 5,447,995.20 0.00 (378,777.13) 70,538.95 $5,139,757.02 Ending Market Value 5,358,180.65 1,755,000.00 (1,077,211.99) 29,065.27 $6,065,033.93 Current Period Value 6,065,033.93 6,453,659.16 (417,690.50) 100,535.81 42,544.55 3.42% SUMMARY BY TYPE Market Value 4,280,968.66 1,755,000.00 $6,035,968.66 EFTA01594613 % of Bond Portfolio 76% 24% 100% The years indicate the number of years until the bond is scheduled to mature based on the statement end date. Some bonds may be called, or paid in full, before their stated maturity. Cash & Fixed Income Cash International Bonds Complementary Structure Total Value Market Value 5,358,180.65 1,755,000.00 (1,077,211.99) $6,035,968.66 % of Bond Portfolio 76% 24% 100% Change In Value (89,814.55) 1,755,000.00 (698,434.86) (41,473.68) $925,276.91 Current Allocation 69% 29% 1% 99% Cash Non-US Fixed Income Foreign Exchange Contracts Asset Categories Cash & Fixed Income as a percentage of your portfolio 99 % Account W97565001 Page 5 of 38 Consolidated Statement Page 8 EFTA01594614 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Cash & Fixed Income Summary NET FX CONTRACTS EXPOSURE SUMMARY Value AUSTRALIA DOLLAR POUND STERLING N ZEALAND DOLLAR US DOLLAR in Currency 2,000,000.00 4,000,000.00 4,000,000.00 (11,646,735.60) Account W97565001 Page 6 of 38 Consolidated Statement Page 9 EFTA01594615 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Note: 1 This is the Annual Percentage Yield (APY) which is the rate earned if balances remain on deposit for a full year with compounding, there is no change in the interest rate and all interest is left in the account. Cash & Fixed Income Detail Price Cash US DOLLAR 1.00 5,358,180.65 5,358,180.65 5,358,180.65 535.81 44.55 Non-US Fixed Income PETROLEOS DE VENEZUELA S 5% OCT 28 2015 DTD 10/28/2009 HELD BY EUROCLEAR ISIN XS0460546525 SEDOL B5BQGP8 71668A-9B-9 Complementary Structured Strategies AUD CALL USD PUT FX EUROPEAN STYLE OPTION JAN 24, 2014 @ .94 KI @ 0.96 KO @ 0.88 XAUDCA-FK-Z 0.01% 1 Quantity Value Adjusted Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 87.75 2,000,000.00 1,755,000.00 1,800,000.00 (45,000.00) 100,000.00 42,500.00 11.82% 1.47 (10,000,000.00 ) EFTA01594616 (147,468.24) (96,350.00) (51,118.24) Account W97565001 Page 7 of 38 Consolidated Statement Page 10 EFTA01594617 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Price Complementary Structured Strategies AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN XAUDCA-FL-Z AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 @ .95 [email protected] [email protected] XAUDCA-FO-Z UD AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN 24, 2014 @ .89 WINDOW RKI @ 0.8760 UNTIL 9SEP13 XAUDPA-JE-Z AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN 24, 2014 @ .89 KI @ 0.84 XAUDPA-JF-Z CAD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 11, 2014 @ 1.02 XCADCA-FG-Z GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 @ 1.57 KI @ 1.585 KO @ 1.53 OPTION KNOCKED IN XGBPCA-OV-Z Account W97565001 Page 8 of 38 Consolidated Statement Page 11 5.74 (3,000,000.00 ) (172,314.12) (29,908.50) (142,405.62) 0.99 (4,590,000.00 ) (45,568.84) (58,500.00) 12,931.16 0.94 (5,000,000.00 ) (47,240.41) (51,100.00) EFTA01594618 3,859.59 (4,500,000.00 ) (43,654.50) 43,654.50 0.93 (5,000,000.00 ) (46,251.91) (59,783.68) 13,531.77 Quantity Value Adjusted Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 2.78 (3,000,000.00 ) (83,436.57) (11,040.00) (72,396.57) EFTA01594619 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Price Complementary Structured Strategies GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 @ 1.595 [email protected] [email protected] XGBPCA-OX-Z BP GBP PUT USD CALL FX EUROPEAN STYLE OPTION FEB 06, 2014 @ 1.58 [email protected] [email protected] XGBPPA-MH-Z BP JPY CALL USD PUT FX EUROPEAN STYLE OPTION JAN 29, 2014 @ 95. KI @ 94 KO @101 XJPYCA-UW-Z JPY PUT USD CALL FX EUROPEAN STYLE OP FEB 06, 2014 @ 102 KI @ 106 XJPYPB-GD-Z NZD CALL USD PUT FX EUROPEAN STYLE OPTION JAN 23, 2014 @ .82 KI @ 0.845 KO @ 0.768 XNZDCA-DD-Z 2.45 (10,000,000.00 ) (244,928.03) (82,000.00) (162,928.03) 0.01 (510,000,000.00 ) (49,498.01) (93,500.00) 44,001.99 0.01 (475,000,000.00 ) (52,600.74) (71,250.00) 18,649.26 0.54 (3,000,000.00 ) (16,188.63) (33,860.64) 17,672.01 Quantity Value EFTA01594620 Adjusted Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 3.28 (3,000,000.00 ) (98,269.30) (58,294.17) (39,975.13) Account W97565001 Page 9 of 38 Consolidated Statement Page 12 EFTA01594621 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Price Complementary Structured Strategies NZD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 @ .8 KO @ 0.77 XNZDCA-DE-Z Total Complementary Structured Strategies ($1,077,211.99) ($704,521.49) ($372,690.50) $0.00 0.00% Quantity Value Adjusted Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 3.67 (2,000,000.00 ) (73,447.19) (15,280.00) (58,167.19) Market Value Receivable Trade Date Foreign Exchange Contracts AUSTRALIA DOLLAR N ZEALAND DOLLAR N ZEALAND DOLLAR POUND STERLING US DOLLAR US DOLLAR US DOLLAR US DOLLAR Sep. 27 13 Oct. 8 13 Sep. 30 13 Oct. 8 13 Sep. 30 13 Oct. 8 13 Sep. 30 13 Oct. 8 13 AUD USD EFTA01594622 NZD USD NZD USD GBP USD 2,000,000.00 (1,863,750.00) 2,000,000.00 (1,664,150.00) 2,000,000.00 (1,650,150.00) 2,000,000.00 (3,229,642.80) 0.931875 0.832075 0.825075 1.614821 0.934509 0.832405 0.832405 1.619291 1,869,017.19 1,863,750.00 1,664,810.56 1,664,150.00 1,664,810.56 1,650,150.00 3,238,581.28 3,229,642.80 5,267.19 660.56 14,660.56 8,938.48 Currency Settlement Date Counter Currency Amount Counter Amount Contract Rate Current Market Forward Rate Market Value Payable Unrealized Gain/Loss Account W97565001 Page 10 of 38 Consolidated Statement Page 13 EFTA01594623 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Market Value Receivable Trade Date Foreign Exchange Contracts POUND STERLING US DOLLAR Total Foreign Exchange Contracts Currency Settlement Date Counter Currency Amount Counter Amount Contract Rate Current Market Forward Rate Market Value Payable Unrealized Gain/Loss Sep. 30 13 Oct. 8 13 GBP USD 2,000,000.00 (3,239,042.80) 1.619521 1.619291 3,238,581.28 3,239,042.80 $11,675,800.87 $11,646,735.60 (461.52) $29,065.27 Account W97565001 Page 11 of 38 Consolidated Statement Page 14 EFTA01594624 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Portfolio Activity Summary - U S Dollar Beginning Cash Balance Current Transactions INFLOWS Income Contributions Foreign Exchange - Inflows Total Inflows OUTFLOWS ** Withdrawals Foreign Exchange - Outflows Total Outflows TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance (81,630.00) 240,188.64 $158,558.64 $5,358,180.65 * Year to date information is calculated on a calendar year basis. ** Your account's standing instructions use a HIGH COST method for relieving assets from your position (158,497.00) 817,855.64 $659,358.64 -(31,907,057.46) ($31,907,057.46) 31,658,639.12 $31,658,684.27 Period Value 5,447,995.20 45.15 Year-To-Date Value* -64.42 5,000,000.00 44,834,010.05 $49,834,074.47 (77,400.00) (45,057,852.46) ($45,135,252.46) Current Securities Transferred In/Out EFTA01594625 Securities Transferred In Period Value 1,820,000.00 Year-To-Date Value* 1,820,000.00 Account W97565001 Page 12 of 38 Consolidated Statement Page 15 EFTA01594626 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method Income 9/3 Interest Income Description DEPOSIT SWEEP INTEREST FOR 08/01/13 - 08/31/13 @ .01% RATE ON AVG COLLECTED BALANCE OF $5,395,628.58 AS OF 09/01/13 Quantity Cost Per Unit Amount Amount 45.15 Type Settle Date Selection Method Foreign Exchange - Inflows FX Fwd Contract 9/3 9/3 9/3 9/3 9/9 FX Fwd Contract FX Fwd Contract FX Fwd Contract FX Fwd Contract Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.901000000 TRADE 8/22/13 VALUE 9/03/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.559213000 TRADE 8/22/13 VALUE 9/03/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL NZD CONTRACT RATE : 0.783000000 TRADE 8/22/13 VALUE 9/03/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL NZD CONTRACT RATE : 0.777095000 TRADE 8/28/13 VALUE 9/03/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.894000000 TRADE 8/29/13 VALUE 9/09/13 (ID: OAUDPR-AA-8) (2,000,000.000 ) (1,834,280.00) 1,788,000.00 EFTA01594627 (1,000,000.000 ) (778,090.00) 777,095.00 (2,500,000.000 ) (1,945,225.00) 1,957,500.00 (1,000,000.000 ) (1,549,280.00) 1,559,213.00 Quantity Cost (2,000,000.000 ) (1,788,740.00) Amount 1,802,000.00 Account W97565001 Page 13 of 38 Consolidated Statement Page 16 EFTA01594628 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Type Settle Date Selection Method Foreign Exchange - Inflows FX Fwd Contract 9/11 9/23 9/23 9/23 9/23 9/23 9/23 9/23 9/23 FX Fwd Contract FX Fwd Contract Spot FX Spot FX Spot FX Spot FX Spot FX Spot FX Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.917000000 TRADE 9/04/13 VALUE 9/11/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.549000000 TRADE 8/29/13 VALUE 9/23/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL NZD CONTRACT RATE : 0.777000000 TRADE 8/29/13 VALUE 9/23/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .949200000 DEAL 09/19/13 VALUE 09/23/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL GBP EXCHANGE RATE 1.603000000 DEAL 09/19/13 VALUE 09/23/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL GBP EXCHANGE RATE 1.607100000 DEAL 09/19/13 VALUE 09/23/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .839000000 DEAL 09/19/13 VALUE 09/23/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .839000000 DEAL 09/19/13 VALUE 09/23/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .839500000 DEAL 09/19/13 VALUE 09/23/13 (ID: ONZDPR-AA-5) EFTA01594629 (1,000,000.000 ) (833,842.30) 839,500.00 (1,000,000.000 ) (833,842.31) 839,000.00 (1,000,000.000 ) (833,842.31) 839,000.00 (2,000,000.000 ) (3,206,499.99) 3,214,200.00 (2,000,000.000 ) (3,206,499.99) 3,206,000.00 (1,000,000.000 ) (941,300.00) 949,200.00 (3,500,000.000 ) (2,918,448.08) 2,719,500.00 (1,000,000.000 ) (1,603,250.00) 1,549,000.00 Quantity Cost (2,000,000.000 ) (1,862,050.00) Amount 1,834,000.00 Account W97565001 Page 14 of 38 Consolidated Statement Page 17 EFTA01594630 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Type Settle Date Selection Method Foreign Exchange - Inflows Spot FX 9/25 9/25 9/25 9/27 9/27 9/30 Spot FX Spot FX FX Fwd Contract FX Fwd Contract Spot FX Total Foreign Exchange - Inflows Type Settle Date Selection Method Foreign Exchange - Outflows Spot FX 9/3 Description SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .894370000 DEAL 08/29/13 VALUE 09/03/13 (ID: OAUDPR-AA-8) Account W97565001 Page 15 of 38 Consolidated Statement Page 18 Quantity Cost 2,000,000.000 1,788,740.00 Description SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .941000000 DEAL 09/20/13 VALUE 09/25/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL GBP EXCHANGE RATE 1.600400000 DEAL 09/20/13 VALUE 09/25/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .836300000 DEAL 09/20/13 VALUE 09/25/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.930000000 TRADE 9/10/13 VALUE 9/27/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.943000000 TRADE 9/23/13 VALUE 9/27/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL GBP EXCHANGE RATE 1.604120000 DEAL 09/26/13 EFTA01594631 VALUE 09/30/13 (ID: OGBPPR-AA-9) $31,658,639.12 (2,700.000) (4,320.95) 4,331.12 (1,000,000.000 ) (931,549.93) 943,000.00 (2,000,000.000 ) (1,863,099.87) 1,860,000.00 (1,000,000.000 ) (824,999.96) 836,300.00 (2,000,000.000 ) (3,213,394.51) 3,200,800.00 Quantity Cost (1,000,000.000 ) (943,215.24) Amount 941,000.00 Amount (1,788,740.00) EFTA01594632 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Type Settle Date Selection Method Foreign Exchange - Outflows Spot FX 9/3 9/3 9/9 9/11 9/23 9/23 9/23 9/23 9/23 Spot FX Spot FX Spot FX FX Fwd Contract Spot FX Spot FX Spot FX Spot FX Description SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.549280000 DEAL 08/29/13 VALUE 09/03/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .778090000 DEAL 08/29/13 VALUE 09/03/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .917140000 DEAL 09/04/13 VALUE 09/09/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .931025000 DEAL 09/10/13 VALUE 09/11/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.563633000 TRADE 8/21/13 VALUE 9/23/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .830850000 DEAL 09/18/13 VALUE 09/23/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .837600000 DEAL 09/19/13 VALUE 09/23/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .837800000 DEAL 09/19/13 VALUE 09/23/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .941300000 DEAL 09/20/13 VALUE 09/23/13 (ID: OAUDPR-AA-8) EFTA01594633 1,000,000.000 941,300.00 (941,300.00) 1,000,000.000 837,800.00 (837,800.00) 1,000,000.000 837,600.00 (837,600.00) 3,500,000.000 2,907,975.00 (2,907,975.00) 1,000,000.000 1,603,249.98 (1,563,633.00) 2,000,000.000 1,862,050.00 (1,862,050.00) 2,000,000.000 1,834,280.00 (1,834,280.00) 3,500,000.000 2,723,315.00 (2,723,315.00) Quantity Cost 1,000,000.000 1,549,280.00 Amount (1,549,280.00) Account W97565001 Page 16 of 38 Consolidated Statement Page 19 EFTA01594634 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Type Settle Date Selection Method Foreign Exchange - Outflows Spot FX 9/23 9/23 9/23 9/25 9/25 9/25 9/25 9/25 9/25 Spot FX Spot FX FX Fwd Contract FX Fwd Contract FX Fwd Contract Spot FX Spot FX Spot FX Description SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.600600000 DEAL 09/20/13 VALUE 09/23/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .836600000 DEAL 09/20/13 VALUE 09/23/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.605900000 DEAL 09/23/13 VALUE 09/23/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.605140000 TRADE 9/18/13 VALUE 9/25/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.830746000 TRADE 9/18/13 VALUE 9/25/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.836796000 TRADE 9/18/13 VALUE 9/25/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .944130000 DEAL 09/23/13 VALUE 09/25/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.604900000 DEAL 09/23/13 VALUE 09/25/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .943130000 DEAL 09/23/13 VALUE 09/25/13 (ID: OAUDPR-AA-8) EFTA01594635 1,000,000.000 943,130.00 (943,130.00) 4,060.000 6,515.89 (6,515.89) 7,740.000 7,307.57 (7,307.57) 500,000.000 412,499.98 (418,398.00) 500,000.000 412,499.98 (415,373.00) 2,000,000.000 3,213,599.96 (3,210,280.00) 2,000,000.000 3,211,800.00 (3,211,800.00) 1,000,000.000 836,600.00 (836,600.00) Quantity Cost 2,000,000.000 3,201,200.00 Amount (3,201,200.00) Account W97565001 Page 17 of 38 Consolidated Statement Page 20 EFTA01594636 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Type Settle Date Selection Method Foreign Exchange - Outflows FX Fwd Contract 9/27 9/27 FX Fwd Contract Description SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL USD CONTRACT RATE : 0.921900000 TRADE 9/13/13 VALUE 9/27/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL USD CONTRACT RATE : 0.944290000 TRADE 9/18/13 VALUE 9/27/13 (ID: OAUDPR-AA-8) Total Foreign Exchange - Outflows SECURITIES TRANSFERRED IN/OUT Notes: Settle Date Selection Method Securities Transferred In 9/25 Receipt of Assets Description PETROLEOS DE VENEZUELA S 5% OCT 28 2015 DTD 10/28/2009 HELD BY EUROCLEAR ISIN XS0460546525 SEDOL BSBQGP8 (ID: 71668A-9B-9) ($31,907,057.46) 2,000,000.000 1,863,099.87 (1,888,580.00) Quantity Cost 1,000,000.000 931,549.93 Amount (921,900.00) * Transaction Market Value is representative of the prior trading day's market value. This is for informational purposes only and is not to be used for any financial or tax purposes. The Transaction Market Value shown is in USD. Type Quantity Cost 2,000,000.000 1,800,000.00 Transaction Market Value * 1,820,000.00 Account W97565001 Page 18 of 38 Consolidated Statement Page 21 EFTA01594637 EFTA01594638 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 TRADE ACTIVITY Note: Trade Date Settle Date C indicates Currency Gain/Loss Type Selection Method Description Settled Sales/Maturities/Redemptions 9/9 9/11 9/19 9/23 Option Buyback NZD PUT USD CALL FX EUROPEAN STYLE OPTION OCT FIFO 24, 2013 @ .8 KO @ 0.84 REPURCHASE OF WRITTEN FX OPTION (ID: XNZDPA-EV-Z) Option Buyback NZD PUT USD CALL FX EUROPEAN STYLE OPTION JAN FIFO 23, 2014 @ .79 KI @ 0.75 REPURCHASE OF WRITTEN FX OPTION (ID: XNZDPA-FA-Z) Total Settled Sales/Maturities/Redemptions ($81,630.00) $121,464.00 $39,834.00 C 5,000,000.000 0.009 (45,030.00) 78,144.00 33,114.00 C Quantity 3,000,000.000 Per Unit Amount 0.012 Proceeds (36,600.00) Cost 43,320.00 Realized Gain/Loss 6,720.00 C Trade Date Settle Date 9/3 9/5 Type Description Settled Securities Purchased Write Option EFTA01594639 AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 WRITTEN FX OPTION CALL 5,000,000.00 AUD PUT 4,600,000.00 USD (ID: XAUDCA-FL-Z) 9/10 9/12 9/10 9/12 Write Option AUD PUT USD CALL FX EUROPEAN STYLE OPTION JAN 24, 2014 @ .89 KI @ 0.84 WRITTEN FX OPTION PUT 5,000,000.00 AUD CALL 4,450,000.00 USD (ID: XAUDPA-JF-Z) Write Option NZD PUT USD CALL FX EUROPEAN STYLE OPTION JAN 23, 2014 @ .79 KI @ 0.75 WRITTEN FX OPTION PUT 5,000,000.00 NZD CALL 3,950,000.00 USD (ID: XNZDPA-FA-Z) (5,000,000.000 ) 0.016 78,144.00 (5,000,000.000 ) 0.01 51,100.00 Quantity (5,000,000.000 ) Per Unit Amount 0.004 Market Cost 18,400.00 Account W97565001 Page 19 of 38 Consolidated Statement Page 22 EFTA01594640 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Trade Date Settle Date 9/11 9/13 9/27 9/30 Type Settled Securities Purchased Write Option Description JPY PUT USD CALL FX EUROPEAN STYLE OP FEB 06, 2014 @ 102 KI @ 106 WRITTEN FX OPTION PUT 510,000,000.00 JPY CALL 5,000,000.00 USD (ID: XJPYPB-GD-Z) Purchase Option CHICAGO BOARD OPTIONS EXCHANGE INDEX CALL 10/16/13 @ 16 (ID: 12497K-9L-Z) Total Settled Securities Purchased 10.000 95.536 (955.36) $240,188.64 Quantity (510,000,000.000 ) Per Unit Amount Market Cost 93,500.00 Account W97565001 Page 20 of 38 Consolidated Statement Page 23 EFTA01594641 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Portfolio Activity Summary - Australia Dollar Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -10,171,457.37 $10,171,457.37 Foreign Exchange - Outflows TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance (67,093.72) 59,783.68 ($7,310.04) -(67,093.72) 59,783.68 ($7,310.04) -(71,040.00) 63,300.00 (7,740.00) 0.00 * Year to date information is calculated on a calendar year basis. ** Your account's standing instructions use a HIGH COST method for relieving assets from your position (71,040.00) 63,300.00 (7,740.00) -(10,169,919.80) ($10,169,919.80) Year-To-Date Value* -12,868,657.37 $12,868,657.37 (12,863,455.80) ($12,863,455.80) Local Value Current EFTA01594642 Period Value 0.00 11,007,740.00 11,007,740.00 (11,000,000.00) (11,000,000.00) Year-To-Date Value* -14,007,740.00 14,007,740.00 (14,000,000.00) (14,000,000.00) Account W97565001 Page 21 of 38 Consolidated Statement Page 24 EFTA01594643 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Portfolio Activity Detail - Australia Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method Foreign Exchange - Inflows Spot FX 9/3 9/9 9/11 9/23 9/25 9/25 9/27 9/27 Spot FX Spot FX Spot FX Spot FX Spot FX FX Fwd Contract FX Fwd Contract Total Foreign Exchange - Inflows Account W97565001 Page 22 of 38 Description SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .894370000 DEAL 08/29/13 VALUE 09/03/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .917140000 DEAL 09/04/13 VALUE 09/09/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .931025000 DEAL 09/10/13 VALUE 09/11/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .941300000 DEAL 09/20/13 VALUE 09/23/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .944130000 DEAL 09/23/13 VALUE 09/25/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .943130000 DEAL 09/23/13 VALUE 09/25/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL USD CONTRACT RATE : 0.921900000 TRADE 9/13/13 VALUE 9/27/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL USD CONTRACT RATE : 0.944290000 TRADE 9/18/13 VALUE 9/27/13 (ID: OAUDPR-AA-8) $10,171,457.37 EFTA01594644 Consolidated Statement Page 25 $0.00 (1,888,580.000 ) 1,863,099.87 2,000,000.00 (921,900.000) 931,549.93 1,000,000.00 (943,130.000) 943,130.00 1,000,000.00 (7,307.570) 7,307.57 7,740.00 (941,300.000) 941,300.00 1,000,000.00 (1,862,050.000 ) 1,862,050.00 2,000,000.00 (1,834,280.000 ) 1,834,280.00 2,000,000.00 Quantity (1,788,740.000 ) Amount USD Local Value 1,788,740.00 2,000,000.00 Currency Gain/Loss USD EFTA01594645 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Type Settle Date Selection Method Foreign Exchange - Outflows FX Fwd Contract 9/3 9/9 9/11 9/23 9/25 9/27 9/27 FX Fwd Contract FX Fwd Contract Spot FX Spot FX FX Fwd Contract FX Fwd Contract Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.901000000 TRADE 8/22/13 VALUE 9/03/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.894000000 TRADE 8/29/13 VALUE 9/09/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.917000000 TRADE 9/04/13 VALUE 9/11/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .949200000 DEAL 09/19/13 VALUE 09/23/13 (ID: OAUDPR-AA-8) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL AUD EXCHANGE RATE .941000000 DEAL 09/20/13 VALUE 09/25/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.930000000 TRADE 9/10/13 VALUE 9/27/13 (ID: OAUDPR-AA-8) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.943000000 TRADE 9/23/13 VALUE 9/27/13 (ID: OAUDPR-AA-8) Total Foreign Exchange - Outflows ($10,169,919.80) $39,714.47 943,000.000 (931,549.93) (1,000,000.00) 1,860,000.000 (1,863,099.87) (2,000,000.00) 941,000.000 EFTA01594646 (941,000.00) (1,000,000.00) (2,215.24) 949,200.000 (949,200.00) (1,000,000.00) 7,900.00 1,834,000.000 (1,862,050.00) (2,000,000.00) 1,049.87 1,788,000.000 (1,834,280.00) (2,000,000.00) 9,519.93 Quantity 1,802,000.000 Amount USD Local Value (1,788,740.00) (2,000,000.00) Currency Gain/Loss USD 23,459.91 Account W97565001 Page 23 of 38 Consolidated Statement Page 26 EFTA01594647 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 TRADE ACTIVITY - Australia Dollar C indicates Currency Gain/Loss Note: Per Unit Trade Date Settle Date Type Selection Method Description Settled Sales/Maturities/Redemptions 9/23 9/25 FIFO Quantity Option Buyback AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 2,000,000.000 06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN REPURCHASE OF WRITTEN FX OPTION (ID: XAUDCA-FL-Z) Amount USD Local Value 0.034 Proceeds USD Local Value (67,093.72) (71,040.00) Cost USD Realized Local Value Gain/Loss USD 7,360.00 (59,733.72) C Per Unit Market Trade Date Settle Date 9/23 9/25 9/23 9/25 Type Settled Securities Purchased Sale Description AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06,2014 @ .92 0.9230 WINDOW KI EXPIRING 13 SEP 13 OPTION KNOCKEDIN REPURCHASE OF WRITTEN FX OPTION (ID: OAUDPR-AA-8) Write Option AUD CALL USD PUT FX EUROPEAN STYLE OPTION FEB (5,000,000.000 ) 06, 2014 @ .95 [email protected] [email protected] WRITTEN FX OPTION CALL 5,000,000.00 AUD PUT 4,750,000.00 EFTA01594648 USD (ID: XAUDCA-FO-Z) Total Settled Securities Purchased (USD) $59,783.68 $87.71 0.012 1.266 59,783.68 63,300.00 Quantity (71,040.000) Amount USD Local Value Cost USD Local Value Currency Gain/Loss USD 87.71 Account W97565001 Page 24 of 38 Consolidated Statement Page 27 EFTA01594649 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Portfolio Activity Summary - Japanese Yen Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows $0.00 OUTFLOWS ** Total Outflows Foreign Exchange - Outflows $0.00 Ending Cash Balance -Period Value -Year-To-Date Value* -3,900,000.00 $3,900,000.00 (3,917,628.93) ($3,917,628.93) -Local Value Current Period Value 0.00 Year-To-Date Value* -0.00 381,342,000.00 381,342,000.00 0.00 0.00 * Year to date information is calculated on a calendar year basis. ** Your account's standing instructions use a HIGH COST method for relieving assets from your position (381,342,000.00) (381,342,000.00) -Account W97565001 Page 25 of 38 Consolidated Statement Page 28 EFTA01594650 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Portfolio Activity Detail - Japanese Yen TRADE ACTIVITY - Japanese Yen Note: C indicates Currency Gain/Loss Per Unit Trade Date Settle Date 9/3 9/3 Type Selection Method Description Settled Sales/Maturities/Redemptions Expired Option High Cost Quantity JPY CALL USD PUT FX EUROPEAN STYLE OPTION FEB 285,000,000.000 06, 2014 @ 95. KO @ 99.35 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT (ID: XJPYCA-VC-Z) Amount USD Local Value Proceeds USD Local Value Cost USD Realized Local Value Gain/Loss USD 28,200.00 28,200.00 C Account W97565001 Page 26 of 38 Consolidated Statement Page 29 EFTA01594651 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Portfolio Activity Summary - N Zealand Dollar Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -8,968,289.96 $8,968,289.96 Foreign Exchange - Outflows Ending Cash Balance (8,995,563.08) ($8,995,563.08) -Year-To-Date Value* -15,521,884.96 $15,521,884.96 (15,555,644.08) ($15,555,644.08) -Local Value Current Period Value 0.00 11,000,000.00 11,000,000.00 (11,000,000.00) (11,000,000.00) 0.00 * Year to date information is calculated on a calendar year basis. ** Your account's standing instructions use a HIGH COST method for relieving assets from your position Year-To-Date Value* -19,300,000.00 19,300,000.00 (19,300,000.00) (19,300,000.00) -Account W97565001 Page 27 of 38 Consolidated Statement Page 30 EFTA01594652 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Portfolio Activity Detail - N Zealand Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method Foreign Exchange - Inflows Spot FX 9/3 9/23 9/23 9/23 9/23 9/25 9/25 Spot FX Spot FX Spot FX Spot FX FX Fwd Contract FX Fwd Contract Total Foreign Exchange - Inflows Description SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .778090000 DEAL 08/29/13 VALUE 09/03/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .830850000 DEAL 09/18/13 VALUE 09/23/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .837600000 DEAL 09/19/13 VALUE 09/23/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .837800000 DEAL 09/19/13 VALUE 09/23/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD EXCHANGE RATE .836600000 DEAL 09/20/13 VALUE 09/23/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.830746000 TRADE 9/18/13 VALUE 9/25/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.836796000 TRADE 9/18/13 VALUE 9/25/13 (ID: ONZDPR-AA-5) $8,968,289.96 $0.00 (418,398.000) 412,499.98 500,000.00 (415,373.000) 412,499.98 EFTA01594653 500,000.00 (836,600.000) 836,600.00 1,000,000.00 (837,800.000) 837,800.00 1,000,000.00 (837,600.000) 837,600.00 1,000,000.00 (2,907,975.000 ) 2,907,975.00 3,500,000.00 Quantity (2,723,315.000 ) Amount USD Local Value 2,723,315.00 3,500,000.00 Currency Gain/Loss USD Account W97565001 Page 28 of 38 Consolidated Statement Page 31 EFTA01594654 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Type Settle Date Selection Method Foreign Exchange - Outflows FX Fwd Contract 9/3 9/3 9/23 9/23 9/23 9/23 9/25 FX Fwd Contract FX Fwd Contract Spot FX Spot FX Spot FX Spot FX Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL NZD CONTRACT RATE : 0.783000000 TRADE 8/22/13 VALUE 9/03/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL NZD CONTRACT RATE : 0.777095000 TRADE 8/28/13 VALUE 9/03/13 (ID: ONZDPR-AA-5) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL NZD CONTRACT RATE : 0.777000000 TRADE 8/29/13 VALUE 9/23/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .839000000 DEAL 09/19/13 VALUE 09/23/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .839000000 DEAL 09/19/13 VALUE 09/23/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .839500000 DEAL 09/19/13 VALUE 09/23/13 (ID: ONZDPR-AA-5) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NZD EXCHANGE RATE .836300000 DEAL 09/20/13 VALUE 09/25/13 (ID: ONZDPR-AA-5) Total Foreign Exchange - Outflows ($8,995,563.08) $45,884.60 836,300.000 (836,300.00) (1,000,000.00) 11,300.04 839,500.000 (839,500.00) (1,000,000.00) EFTA01594655 5,657.70 839,000.000 (839,000.00) (1,000,000.00) 5,157.69 839,000.000 (839,000.00) (1,000,000.00) 5,157.69 2,719,500.000 (2,918,448.08) (3,500,000.00) 11,401.76 777,095.000 (778,090.00) (1,000,000.00) 2,059.92 Quantity 1,957,500.000 Amount USD Local Value (1,945,225.00) (2,500,000.00) Currency Gain/Loss USD 5,149.80 Account W97565001 Page 29 of 38 Consolidated Statement Page 32 EFTA01594656 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Portfolio Activity Summary - Pound Sterling Beginning Cash Balance US Dollar Value Current Transactions INFLOWS Total Inflows Foreign Exchange - Inflows OUTFLOWS ** Total Outflows Period Value -12,785,645.83 $12,785,645.83 Foreign Exchange - Outflows TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance 4,320.95 (6,509.19) ($2,188.24) -4,320.95 (6,509.19) ($2,188.24) -2,700.00 (4,060.00) (1,360.00) 0.00 * Year to date information is calculated on a calendar year basis. ** Your account's standing instructions use a HIGH COST method for relieving assets from your position 2,700.00 (4,060.00) (1,360.00) -(12,777,861.12) ($12,777,861.12) Year-To-Date Value* -12,785,645.83 $12,785,645.83 (12,777,861.12) ($12,777,861.12) Local Value Current EFTA01594657 Period Value 0.00 8,004,060.00 8,004,060.00 (8,002,700.00) (8,002,700.00) Year-To-Date Value* -8,004,060.00 8,004,060.00 (8,002,700.00) (8,002,700.00) Account W97565001 Page 30 of 38 Consolidated Statement Page 33 EFTA01594658 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Portfolio Activity Detail - Pound Sterling INFLOWS & OUTFLOWS Type Settle Date Selection Method Foreign Exchange - Inflows Spot FX 9/3 9/23 9/23 9/23 9/25 9/25 FX Fwd Contract Spot FX Spot FX FX Fwd Contract Spot FX Total Foreign Exchange - Inflows Description SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.549280000 DEAL 08/29/13 VALUE 09/03/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.563633000 TRADE 8/21/13 VALUE 9/23/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.600600000 DEAL 09/20/13 VALUE 09/23/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.605900000 DEAL 09/23/13 VALUE 09/23/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL USD CONTRACT RATE : 1.605140000 TRADE 9/18/13 VALUE 9/25/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD EXCHANGE RATE 1.604900000 DEAL 09/23/13 VALUE 09/25/13 (ID: OGBPPR-AA-9) $12,785,645.83 $0.00 (6,515.890) 6,515.89 4,060.00 (3,210,280.000 ) 3,213,599.96 2,000,000.00 (3,211,800.000 ) 3,211,800.00 2,000,000.00 (3,201,200.000 ) EFTA01594659 3,201,200.00 2,000,000.00 (1,563,633.000 ) 1,603,249.98 1,000,000.00 Quantity (1,549,280.000 ) Amount USD Local Value 1,549,280.00 1,000,000.00 Currency Gain/Loss USD Account W97565001 Page 31 of 38 Consolidated Statement Page 34 EFTA01594660 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Type Settle Date Selection Method Foreign Exchange - Outflows FX Fwd Contract 9/3 9/23 9/23 9/23 9/25 9/30 FX Fwd Contract Spot FX Spot FX Spot FX Spot FX Description SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.559213000 TRADE 8/22/13 VALUE 9/03/13 (ID: OGBPPR-AA-9) SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.549000000 TRADE 8/29/13 VALUE 9/23/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL GBP EXCHANGE RATE 1.603000000 DEAL 09/19/13 VALUE 09/23/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL GBP EXCHANGE RATE 1.607100000 DEAL 09/19/13 VALUE 09/23/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL GBP EXCHANGE RATE 1.600400000 DEAL 09/20/13 VALUE 09/25/13 (ID: OGBPPR-AA-9) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL GBP EXCHANGE RATE 1.604120000 DEAL 09/26/13 VALUE 09/30/13 (ID: OGBPPR-AA-9) Total Foreign Exchange - Outflows ($12,777,861.12) ($1,514.38) 4,331.120 (4,331.12) (2,700.00) 10.17 3,200,800.000 (3,200,800.00) (2,000,000.00) (12,594.51) 3,214,200.000 (3,214,200.00) (2,000,000.00) 7,700.01 EFTA01594661 3,206,000.000 (3,206,000.00) (2,000,000.00) (499.99) 1,549,000.000 (1,603,250.00) (1,000,000.00) (0.02) Quantity 1,559,213.000 Amount USD Local Value (1,549,280.00) (1,000,000.00) Currency Gain/Loss USD 3,869.96 Account W97565001 Page 32 of 38 Consolidated Statement Page 35 EFTA01594662 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 TRADE ACTIVITY - Pound Sterling C indicates Currency Gain/Loss Note: Per Unit Trade Date Settle Date Type Selection Method Description Settled Sales/Maturities/Redemptions 9/23 9/25 9/23 9/26 FIFO Option Buyback ENTRY REVERSED ON 09/26/2013 GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 @ 1.57 KI @ 1.585 KO @ 1.53 OPTION KNOCKED IN REPURCHASE OF WRITTEN FX OPTION (ID: XGBPCA-OV-Z) Option Buyback TO REVERSE ENTRY OF 09/25/2013 GBP CALL USD PUT (2,000,000.000 ) FX EUROPEAN STYLE OPTION FEB 06, 2014 @ 1.57 KI High Cost @ 1.585 KO @ 1.53 OPTION KNOCKED IN REPURCHASE OF WRITTEN FX OPTION AS OF 09/25/13 (ID: XGBPCA-OV-Z) 9/26 9/30 9/26 9/30 Option Buyback GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB 2,000,000.000 06, 2014 @ 1.57 KI @ 1.585 KO @ 1.53 OPTION FIFO KNOCKED IN REPURCHASE OF WRITTEN FX OPTION (ID: XGBPCA-OV-Z) Sell Option FIFO GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB (2,000,000.000 ) 06, 2014 @ 1.57 RESALE OF PURCHASED FX OPTION (ID: XGBPCA-OY-Z) Total Settled Sales/Maturities/Redemptions (USD) 0.049 98,485.54 61,540.00 $4,320.95 (98,664.00) (61,540.00) ($78,725.00) (178.46) C ($74,404.05) C EFTA01594663 0.047 (94,164.59) (58,840.00) 19,939.00 (74,225.59) C 0.049 98,664.00 61,540.00 (19,939.00) 78,725.00 C Quantity 2,000,000.000 Amount USD Local Value 0.049 Proceeds USD Local Value (98,664.00) (61,540.00) Cost USD Realized Local Value Gain/Loss USD 19,939.00 (78,725.00) C Account W97565001 Page 33 of 38 Consolidated Statement Page 36 EFTA01594664 SOUTHERN TRUST COMPANY, INC ACCT. W97565001 For the Period 9/1/13 to 9/30/13 Per Unit Trade Date Settle Date 9/23 9/25 9/23 9/25 9/23 9/25 9/23 9/26 Type Settled Securities Purchased Write Option Description Quantity GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB (3,000,000.000 ) 06, 2014 @ 1.595 [email protected] [email protected] WRITTEN FX OPTION CALL 3,000,000.00 GBP PUT 4,785,000.00 USD (ID: XGBPCA-OX-Z) Write Option GBP PUT USD CALL FX EUROPEAN STYLE OPTION FEB (3,000,000.000 ) 06, 2014 @ 1.58 [email protected] [email protected] WRITTEN FX OPTION PUT 3,000,000.00 GBP CALL 4,740,000.00 USD (ID: XGBPPA-MH-Z) Sale ENTRY REVERSED ON 09/26/2013 GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 @ 1.57 KI @ 1.585 KO @ 1.53 OPTION KNOCKED IN REPURCHASE OF WRITTEN FX OPTION (ID: OGBPPR-AA-9) Sale TO REVERSE ENTRY OF 09/25/2013 GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2014 @ 1.57 KI @ 1.585